-2.1%
BND vs ARWR
+25.7%
-27.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.2% |
| 7D | -0.1% | -3.2% | +3.1% | -0.1% |
| 30D | -0.2% | -6.5% | +6.2% | -0.1% |
| 3M | -0.7% | +12.7% | -13.4% | -1.0% |
| 6M | -1.7% | +36.2% | -37.9% | -2.3% |
| YTD | -0.5% | +24.5% | -25.0% | -1.1% |
| 1Y | +0.4% | +198.0% | -197.6% | -2.0% |
| 3Y | +13.1% | +176.4% | -163.2% | +9.6% |
| 5Y | -2.1% | +26.6% | -28.6% | -5.0% |
| All | -2.1% | +25.7% | -27.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling